Last price paid | 0.085 | |
Change | -15.00% [ -0.02 ] | |
Last traded volume | n.a. Unit | |
Cumulative volume | n.a. Unit | |
Date/time | 17.05.2024 17:20 |
Fixing | 21.06.2024 |
Settlement date | 15.12.2023 |
Last trading | 21.06.2024 |
Final fixing | 21.06.2024 |
Currency redemption | CHF |
Perf. since issue | -68.00% |
Year to date (YTD) | -82.65% |
1 month | -78.21% |
3 months | -86.07% |
1 year | n.a. |
3 years | n.a. |
Issue price | 0.25 |
Underlying price on issue | 120.70 |
Premium | 0.05% |
Premium p.a. | 0.41% |
Leverage | 16.34 |
Implied volatility | 0.26 |
ISIN | CH1281049200 |
Symbol | STMW8Z |
Security | 128104920 |
Exchange | SIX Structured Products |
Currency | CHF |
Expiry | 28.06.2024 |
Underlying | Straumann Hldg N, CH1175448666 |
Underlying ISIN | CH1175448666 |
Strike | 124.00 |
C/P type | call |
Subscription ratio | 40.00 |
Issuer | Zürcher Kantonalbank |
Exercise type | American |
Delivery of securities | On Demand |
Minimum execution | 40 |
Value day | 08.12.2023 |
Premium | 4.73% |
Premium p.a. | 41.14% |
Leverage | 37.95 |
Implied volatility | 25.74% |
Moneyness | out-of-the-money |
Leverage | 16.3378 |
Delta | 0.4305 |
Gamma | 0.0009 |
Theta | -0.0013 |
Rho | 0.0014 |
Vega | 0.0040 |
Fair value | 0.08 |
Intrinsic value | n.a. |
Break-even | 127.20 |
SSPA value at risk | n.a. |
SSPA risk rating | n.a. |
SSPA derivative category | Leverage |
SSPA code | Warrant (2100) |
Name | Price |
---|---|
Compagnie Financi... | 144.75 |
Swiss Re | 110.10 |
Givaudan | 4'180.00 |
Nestlé SA | 96.62 |
LOGITECH INT. | 82.40 |
Name | Price |
---|---|
SONOVA HLDG N | 291.20 |
Partners Group Ho... | 1'258.00 |
KUEHNE & NAGEL | 247.80 |
Alcon AG | 80.08 |
GEBERIT N | 561.40 |